+14.2%
LMT vs AGI
+9.2%
+5.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -0.2% | -2.7% | +2.5% | -0.2% |
| 30D | -13.1% | +7.2% | -20.3% | -13.2% |
| 3M | -3.9% | +4.3% | -8.1% | -3.8% |
| 6M | -18.3% | -27.1% | +8.8% | -17.4% |
| YTD | +10.3% | -6.6% | +16.9% | +11.3% |
| 1Y | +14.2% | +9.5% | +4.7% | +15.0% |
| All | +14.2% | +9.2% | +5.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling